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LMest (version 2.4.5)

rec3: Recursions used by est_lm_cov_manifest

Description

Implementation of the backward recursions to compute posterior distribution of the latent states (internal function).

Usage

rec3(Q, yv, PI, Pio, pim)

Arguments

Q

posterior probabilities from the forward recursion

yv

vector of frequencies of response configurations

PI

transition probability matrices

Pio

matrix of manifest probabilities

pim

vector of marginal probabilities

Value

U

array containing the posterior distribution of the latent states for each response configuration and time occasion

V

matrix containing the posterior distribution of the latent states

References

Baum, L. E., Petrie, T., Soules, G., and Weiss, N. (1970). A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematical Statistics, 41, 164-171.